+2,723.0%
VRT vs FXI
+3.6%
+2,719.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.7% |
| 7D | +9.1% | +1.0% | +8.1% | +8.6% |
| 30D | +0.9% | -0.6% | +1.5% | +1.0% |
| 3M | -13.4% | +1.9% | -15.3% | -14.4% |
| 6M | +11.7% | -0.2% | +11.9% | +11.7% |
| YTD | +73.2% | -5.6% | +78.8% | +78.1% |
| 1Y | +123.4% | -4.7% | +128.1% | +129.1% |
| 3Y | +606.2% | +38.0% | +568.1% | +498.7% |
| 5Y | +899.9% | -2.7% | +902.6% | +884.6% |
| All | +2,723.0% | +3.6% | +2,719.4% | +2,460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling